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An optional tether alert would be a great feature that should have been there from day one. It would take very little work for Apple. An alert on your iPhone if separated from your watch, or visa Vera.

I believe Android wear has had this from the beginning.
Agreed. This is something I've hoped for from the beginning.
I've left feedback to Apple, so I suggest you all do the same. Perhaps they'll add it in watchOS 5.
 
Which version of watchOS are you running? This came in with 4.1 IIRC

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This is showing your Watch connected to your phone.



In older versions of watchOS, there was a green cloud icon instead of the Wi-Fi icon when you were connected via Wi-Fi.

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Still no wifi icon. Or any cloud icon either. Also when my phone was missing it didn't have either as well. It just had the red dot. Very unusual.
 
I'm not sure if I was imagining it but yesterday I was working outside with my iPhone in my truck and wearing my AW3 LTE. I kept thinking I was getting a notification as my watch was tapping my wrist but when I went to check there was nothing. It seemed to happen when my watch was switching from being connected to the phone to being connected to LTE. Anyone else get this?
 
Still no wifi icon. Or any cloud icon either. Also when my phone was missing it didn't have either as well. It just had the red dot. Very unusual.

You will only see the Wi-Fi icon in the top left corner of Control Center. If you're not connected to your phone, but you are connected to Wi-Fi, you won't see anything out of the ordinary on the watch face. The red dot means you have a Notification that you haven't read yet. Swipe down on the watch face to read it.

You can easily check and see if your Apple Watch is connecting to Wi-Fi by putting your phone in Airplane Mode and then swiping up on your Apple Watch to open Control Center. In the top left corner you will either see a blue Wi-Fi icon or a red phone crossed out indicating you are not connected to anything.

Here is the Apple Support article explaining what all the status icons mean. https://support.apple.com/en-us/HT205550
 
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